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Conditional testing for unit-root bilinearity in financial time series : some theoretical and empirical results
Charemza, Wojciech; Lifshits, Mikhail; Makarova, Svetlana - In: Journal of economic dynamics & control 29 (2005) 1/2, pp. 63-96
Persistent link: https://www.econbiz.de/10002590137
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Ex-ante dynamics of real effects of monetary policy: Theory and evidence for Poland and Russia, 2001-2003
Charemza, Wojciech W.; Makarov, Svetlana - Siirtymätalouksien tutkimuslaitos, Suomen Pankki - 2005
The paper proposes a new indicator of expected real effects of a policy aimed at controlling inflation. The indicator, called real effect of inflation targeting (REIT), involves the comparison of expected and output-neutral inflation. It is shown that it can be derived from a simple...
Persistent link: https://www.econbiz.de/10005419598
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Ex-ante dynamics of real effects of monetary policy: theory and evidence for Poland and Russia
Charemza, Wojciech W.; Makarova, Svetlana - 2005
The paper proposes a new indicator of expected real effects of a policy aimed at controlling inflation.The indicator, called real effect of inflation targeting (REIT), involves the comparison of expected and output-neutral inflation.It is shown that it can be derived from a simple...
Persistent link: https://www.econbiz.de/10012148503
Cover Image
Conditional testing for unit-root bilinearity in financial time series: some theoretical and empirical results
Charemza, Wojciech W.; Lifshits, Mikhail; Makarova, Svetlana - In: Journal of economic dynamics & control 29 (2005) 1, pp. 63-96
Persistent link: https://www.econbiz.de/10006749226